Related papers: General laws of large numbers under sublinear expe…
The sub-linear expectation or called G-expectation is a nonlinear expectation having advantage of modeling non-additive probability problems and the volatility uncertainty in finance. Let $\{X_n;n\ge 1\}$ be a sequence of independent random…
In this paper we consider two ways to generalize the mathematical expectation of a random variable, the Choquet expectation and Peng's g-expectation. An open question has been, after making suitable restrictions to the class of random…
This paper deals with strong invariance principles (known also as strong approximation theorems) for sums of the form $\sum_{n=1}^{[Nt]}F\big(X(n),X(2n),...,X(kn), X(q_{k+1}(n)),X(q_{k+2}(n)),..., X(q_\ell(n))\big)$
Conditional Equi-concentration of Types on I-projections is presented. It provides an extension of Conditional Weak Law of Large Numbers to the case of several I-projections. Also a multiple I-projections extension of Gibbs Conditioning…
We derive concentration inequalities for sums of independent and identically distributed random variables that yield non-asymptotic generalizations of several strong laws of large numbers including some of those due to Kolmogorov [1930],…
In 1992, Erd$\H{o}$s and Hegyv$\'{a}$ri showed that for any prime p, there exist infinitely many length 3 weakly prime-additive numbers divisible by p. In 2018, Fang and Chen showed that for any positive integer m, there exists infinitely…
Distributive laws are important for algebraic reasoning in arithmetic and logic. They are equally important for algebraic reasoning about concurrent programs. In existing theories such as Concurrent Kleene Algebra, only partial correctness…
We prove that assuming the Generalized Riemann Hypothesis every even integer larger than $\exp(\exp(15.85))$ can be written as the sum of a prime number and a number that has at most two prime factors.
The aim of this note is to prove a law of large numbers for local patterns in discrete point processes. We investigate two different situations: a class of point processes on the one dimensional lattice including certain Schur measures, and…
Probability theory can be modified in essentially one way while maintaining consistency with the basic Bayesian framework. This modification results in copies of standard probability theory for real, complex or quaternion probabilities.…
We propose and study a new model for competitions, specifically sports multi-player leagues where the initial strengths of the teams are independent i.i.d. random variables that evolve during different days of the league according to…
When modelling metapopulation dynamics, the influence of a single patch on the metapopulation depends on the number of individuals in the patch. Since the population size has no natural upper limit, this leads to systems in which there are…
General probabilistic theories are designed to provide operationally the most general probabilistic models including both classical and quantum theories. In this letter, we introduce a systematic method to construct a series of entropies,…
For statistical systems that violate one of the four Shannon-Khinchin axioms, entropy takes a more general form than the Boltzmann-Gibbs entropy. The framework of superstatistics allows one to formulate a maximum entropy principle with…
Probabilities of causation play a crucial role in modern decision-making. Pearl defined three binary probabilities of causation, the probability of necessity and sufficiency (PNS), the probability of sufficiency (PS), and the probability of…
This brief pedagogical note re-proves a simple theorem on the convergence, in $L_2$ and in probability, of time averages of non-stationary time series to the mean of expectation values. The basic condition is that the sum of covariances…
A simple fragmentation model is introduced and analysed. We show that, under very general conditions, an effective power law for the mass distribution arises with realistic exponent. This exponent has a universal limit, but in practice the…
We provide a streamlined proof and improved estimates for the weak multivariate Gnedenko law of large numbers on concentration of random polytopes within the space of convex bodies (in a fixed or a high dimensional setting), as well as a…
By using the properties of the uniformly distributed sequences of real numbers on $(0,1)$, a short proof of a certain version of Kolmogorov strong law of large numbers is presented which essentially differs from Kolmogorov's original proof.
We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such trees. These imprecise probability trees can be seen as…